Rising yield curve: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Added link to Falling yield curve) |
imported>Doug Williamson (Added links to other yield curves) |
||
| Line 5: | Line 5: | ||
== See also == | == See also == | ||
* [[Forward yield]] | * [[Forward yield]] | ||
* [[Zero coupon yield]] | |||
* [[Par yield]] | * [[Par yield]] | ||
* [[Yield curve]] | * [[Yield curve]] | ||
* [[ | * [[Falling yield curve]] | ||
* [[Flat yield curve]] | |||
* [[Positive yield curve]] | |||
* [[Negative yield curve]] | |||
Revision as of 10:40, 13 November 2015
This means that prevailing market yields are higher for longer maturities.
In this situation par yields are the lowest, zero coupon yields are higher than the par yields, and the forward yields are the highest of all.
